The European Banking Authority (EBA) launched a public consultation (to run until 7 January 2020) on specific supervisory reporting requirements for market risk, which are the first elements of the Fundamental Review of the Trading Book (FRTB) to be introduced into the EU prudential framework. The consultation paper (CP) includes proposals for a thresholds template, providing insights into the size of institutions’ trading books and the volume of their business that is subject to market risk, and a summary template, reflecting the own funds requirements under the alternative standardised approach for market risk (MKR-ASA). This CP is the first step to address the elements of the mandate of Article 430b CRR referring to the MKR-ASA. The reporting requirements on the new market-risk framework will be gradually expanded over time, as institutions will also continue to be subject to the current market-risk framework and the associated reporting requirements. The EBA expects to submit the implementing technical standards (ITS) to the European Commission in April 2020. The reporting requirements are envisaged to apply from March 2021, with a first reporting reference date of 31 March 2021. During the summer of 2020, the EBA will publish the draft data point model (DPM) on the proposed changes to supervisory reporting.